Interpretable multiclass classification by MDL-based rule lists

Interpretable classifiers have recently witnessed an increase in attention from the data mining community because they are inherently easier to understand and explain than their more complex counterparts. Examples of interpretable classification models include decision trees, rule sets, and rule lists. Learning such models often involves optimizing hyperparameters, which typically requires substantial amounts of data and may result in relatively large models. In this paper, we consider the problem of learning compact yet accurate probabilistic rule lists for multiclass classification. Specifically, we propose a novel formalization based on probabilistic rule lists and the minimum description length (MDL) principle. This results in virtually parameter-free model selection that naturally allows to trade-off model complexity with goodness of fit, by which overfitting and the need for hyperparameter tuning are effectively avoided. Finally, we introduce the Classy algorithm, which greedily finds rule lists according to the proposed criterion. We empirically demonstrate that Classy selects small probabilistic rule lists that outperform state-of-the-art classifiers when it comes to the combination of predictive performance and interpretability. We show that Classy is insensitive to its only parameter, i.e., the candidate set, and that compression on the training set correlates with classification performance, validating our MDL-based selection criterion

Optimization of Trading Physics Models of Markets

We describe an end-to-end real-time S&P futures trading system. Inner-shell stochastic nonlinear dynamic models are developed, and Canonical Momenta Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell trading models dependent on these indicators. Recursive and adaptive optimization using Adaptive Simulated Annealing (ASA) is used for fitting parameters shared across these shells of dynamic and trading models

Automatic synthesis of analog layout : a survey

A review of recent research in the automatic synthesis of physical geometry for analog integrated circuits is presented. On introduction, an explanation of the difficulties involved in analog layout as opposed to digital layout is covered. Review of the literature then follows. Emphasis is placed on the exposition of general methods for addressing problems specific to analog layout, with the details of specific systems only being given when they surve to illustrate these methods well. The conclusion discusses problems remaining and offers a prediction as to how technology will evolve to solve them. It is argued that although progress has been and will continue to be made in the automation of analog IC layout, due to fundamental differences in the nature of analog IC design as opposed to digital design, it should not be expected that the level of automation of the former will reach that of the latter any time soon